Indefinite stochastic LQ control with cross term via semidefinite programming

Journal of Applied Mathematics and Computing

Volumn 13, Issue 1-2, 2003, Pages 85-97

  Luo, Chengxin ^a,b   Feng, Enmin ^a  

^a DALIAN UNIVERSITY OF TECHNOLOGY   (China)

^b SHENYANG NORMAL UNIVERSITY   (China)

Author keywords

Cross term; Generalized Riccati equation; Mean square stability; Semidefinite programming; Stochastic LQ control

Indexed keywords

EID: 0348230425     PISSN: 15985865     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02936076     Document Type: Article

References (13)